Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes

Economics

Speaker:James Davidson, University of Exeter
Date: Wednesday 18 February 2015
Time: 14.00 - 15.30
Location: Bateman Lecture Theatre, Building One

Further details

A copy of the paper can be found here: people.ex.ac.uk/jehd201/archinfstatnry.pdf